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Chapter 6-1
Chapter 6-1
CHAPTER SIX
RANDOM VARIABLE AND MATHEMATICAL EXPECTATION
Mr. Mohammad Manjur Alam (Manju)
Associate professor
Department of Computer Science and Engineering
International Islamic University Chittagong.
FB and Email: manjuralam44@yahoo.com
Let us consider the experiment of tossing two fair coins. The sample space of the
experiment is S= {HH, HT, TH, TT}
Discrete random variable: A random variable is called discrete random variable if it can
take only isolated values.
(i) f (x ) ≥ 0
(ii) ∑ f (x ) = 1
Probability density function: A function f(x) of a continuous random variable X is
called a probability function if it satisfies the following two conditions:
(i) f (x) ≥ 0
(ii)∫ ∞ f (x)dx =1
∞
x 0 1 2 3 4
f (x) k 2k 3k 3k k
For what value of k the function will be a probability function?
Ans: Since, ∑ f (x ) = 1
Or, (K+2k+3k+3k+k) = 1
Or, 10k =1
Or, k = 0.10
Manju, Associate Professor, CSE, IIUC
Therefore,
x 0 1 2 3 4
f (x) 0.10 0.20 0.30 0.30 0.10
Application problem: A discrete random variable X has the following probability
function:
Values of X:x 0 1 2 3 4
f (x) 0.12 0.18 k 0.30 0.16
(i) Find the value of k, Compute (ii) P[X>3] ; (iii) P[1< X < 4] ; and (iv) P[X<1].
(i) Since, ∑ f (x ) = 1
Or, (0.76+k) = 1
Or, k =1-0.76
Or, k = 0.24
= k+0.30
= 0.24+0.30 = 0.54
(iv) P[X<1] = P[X=0]
= 0.12
Values of X:x 0 1 2 3 4
f (x) 0.10 0.30 0.20 0.25 0.15
Find the value of (i) P[X=1]; (ii) P[X>3] ; (iii) P[1< X < 4] ; and (iv) P[X<1].
Values of -2 -1 0 1 2
X:x
f (x) 0.3 0.2 0.1 0.25 0.15
Find the value of (i) P[ X = 1]; (ii) P[-1< X <2]; (iii) P[ X >0] and P[ X<-1]
f(x) = kx2 ; 0 ≤ x ≤ 1
∫ f (x)dx =1
∞
Ans:(i) Since, ∞
Or, ∫ kx dx =1
1
2
0
x3 1
Or, k[ ]0 =1
3
k
Or, =1
3
Or, k = 3
x 3 0.50
= k[ ] 0.20
3
= 3[
1
3
(
0.50 3 - 0.20 3 )]
= 0.125-0.008 =0.117
= k[
x 3 0.30
3
1
(
] 0 = 3[ 0.30 3 - 0 3
3
)]= 0.027
∫ kx
1
2
dx
(iv) probability that X greater than 0.75 is P[X > 0.75] = 0.75
= k[
x3 1
3
] 00.75 = 3[
1
3
0.30 3 - 0 3 ] = 0.578
Manju, Associate Professor, CSE, IIUC
3
f (x) = (2x-x2) ; 0< x <2
4
Find (i) the value of ‘K’ ; (ii) P(x>1) and (iii) P( 1.5 < x < 2.25)
Compute (i) the value of ‘K’ ; (ii) P(X >3) and (iii) P(3 < X < 4)
Compute (i) the value of ‘K’ ; (ii) P(X >3); (iii) P(X = 4) and (iv) P(3 < X < 4)
MATHEMATICAL EXPECTATION
If X is a discrete or continuous random variable with probability function or probability
density function f(x).then the mathematical expectation of X is usually denoted by E[X]
or µ and defined by
Application problem: Find mean variance and standard deviation of the following
probability function:
Or, Find (i) E[X] (ii) V(X) and (iii) standard deviation
Values of X:x 0 1 2 3
f(x) 0.125 0.375 0.375 0.125
= 1.5
(ii) Variance:
Here, E(X2) = ∑ x f (x )
2
= 3
= 3-(1.5)2 = 0.75
Values of -2 -1 0 1 2
X:x
f (x) 0.3 0.2 0.1 0.25 0.15
Compute (i) E[x] ; (ii) E[3x+3] ; (iii) V[x] and (iv) V[2x-3]